+6,781.2%
CME vs AME
+4,917.7%
+1,863.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | +6.2% | -6.7% | +12.9% | +10.0% |
| 3M | +10.4% | +4.1% | +6.4% | +7.1% |
| 6M | -9.5% | +1.6% | -11.1% | -11.9% |
| YTD | +6.0% | +16.1% | -10.1% | -4.1% |
| 1Y | +9.3% | +27.3% | -18.1% | -6.6% |
| 3Y | +57.7% | +50.9% | +6.8% | +17.7% |
| 5Y | +77.7% | +81.4% | -3.7% | +16.5% |
| 10Y | +281.2% | +417.0% | -135.7% | +25.8% |
| All | +6,781.2% | +4,917.7% | +1,863.5% | +633.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling